+3,128.7%
TRMB vs FHN
+1,755.9%
+1,372.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +4.1% | +1.3% | +2.8% | +3.7% |
| 30D | -7.0% | +2.8% | -9.8% | -7.9% |
| 3M | -0.9% | -8.9% | +8.0% | +1.9% |
| 6M | -1.2% | -0.7% | -0.5% | -1.3% |
| YTD | -28.7% | +0.1% | -28.8% | -29.1% |
| 1Y | -32.1% | +10.4% | -42.5% | -34.6% |
| 3Y | +33.4% | +128.8% | -95.4% | +1.3% |
| 5Y | -35.6% | +61.5% | -97.1% | -49.0% |
| 10Y | +103.8% | +83.0% | +20.7% | +44.4% |
| All | +3,128.7% | +1,755.9% | +1,372.8% | +838.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling